Anic Equity¶

Anic Portfolio¶

Today¶

Return: 0.045 %¶

This Week¶

Return: -2.976 %¶

Total portfolio value¶

Return including deposits: 61.202 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.410000 1526.000000 103.000000 7.240000 1423.000014
JM 7 3.460000 963.200000 13.200000 1.390000 950.000002
Hennes & Mauritz B 6 0.900000 925.200000 13.200000 1.450000 912.000000
Nederman Holding 1 0.000000 206.000000 7.000000 3.520000 199.000000
Atrium Ljungberg B 5 -0.280000 901.000000 -3.000000 -0.330000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
BioGaia B 8 -0.800000 893.600000 -10.400000 -1.150000 904.000000
ASSA ABLOY B 4 -0.770000 981.200000 -11.800000 -1.190000 993.000000
Eastnine 6 -1.830000 643.200000 -13.800000 -2.100000 657.000000
Biotage 1 -0.830000 131.900000 -17.100000 -11.480000 149.000000
Creaspac SPAC 40 0.000000 3816.000000 -18.000000 -0.470000 3834.000000
OX2 12 -0.270000 888.600000 -20.400000 -2.240000 909.000000
INVISIO 15 -0.630000 3547.500000 -24.500000 -0.690000 3571.999995
Bufab 3 -0.740000 1050.600000 -25.400000 -2.360000 1076.000001
Vitrolife 3 -1.370000 649.200000 -27.800000 -4.110000 677.000001
Alimak Group 12 -0.490000 978.000000 -29.000000 -2.880000 1007.000004
AcadeMedia 20 -1.900000 947.600000 -30.400000 -3.110000 978.000000
Investor B 3 -0.330000 626.700000 -31.300000 -4.760000 657.999999
Latour B 4 -0.820000 822.800000 -33.200000 -3.880000 856.000000
Vitec Software Group B 2 -0.560000 1070.000000 -34.000000 -3.080000 1104.000000
EQT 4 1.350000 838.800000 -34.200000 -3.920000 873.000000
Sandvik 4 -1.120000 812.800000 -35.200000 -4.150000 848.000000
Sagax A 4 0.000000 848.000000 -38.000000 -4.290000 886.000000
Sagax B 4 -1.120000 846.000000 -39.000000 -4.410000 885.000000
Byggmax Group 33 -0.710000 927.960000 -39.040000 -4.040000 966.999990
Hexatronic Group 15 -1.040000 1030.500000 -40.500000 -3.780000 1071.000000
Gränges 10 -2.060000 998.000000 -41.000000 -3.950000 1039.000000
Platzer Fastigheter Holding B 12 0.000000 909.600000 -41.400000 -4.350000 951.000000
Catena 2 0.000000 762.800000 -43.200000 -5.360000 806.000000
Addnode Group B 7 -1.280000 861.700000 -43.300000 -4.780000 904.999998
SKF B 5 -0.850000 936.500000 -43.500000 -4.440000 980.000000
Hoist Finance 36 -1.470000 966.600000 -44.400000 -4.390000 1010.999988
HEXPOL B 8 0.000000 887.200000 -69.800000 -7.290000 957.000000
Hexagon B 26 -1.210000 3298.100000 -121.900000 -3.560000 3420.000012
Orrön Energy 170 -2.670000 1922.700000 -123.300000 -6.030000 2045.999980
VEF 788 -0.800000 1754.090000 -148.910000 -7.830000 1903.000300
Sedana Medical 93 0.360000 2570.520000 -413.060000 -13.840000 2983.577733
TOTAL 43312.770000 -1562.810000 -7.30302% 44875.578016

Updated:¶

'2023-06-22 15:54:56.213783'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶